CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 0.7316 0.7299 -0.0017 -0.2% 0.7280
High 0.7341 0.7333 -0.0008 -0.1% 0.7342
Low 0.7290 0.7274 -0.0016 -0.2% 0.7223
Close 0.7307 0.7321 0.0014 0.2% 0.7266
Range 0.0051 0.0059 0.0008 15.7% 0.0119
ATR 0.0071 0.0070 -0.0001 -1.2% 0.0000
Volume 66,495 69,623 3,128 4.7% 480,370
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7486 0.7463 0.7353
R3 0.7427 0.7404 0.7337
R2 0.7368 0.7368 0.7332
R1 0.7345 0.7345 0.7326 0.7357
PP 0.7309 0.7309 0.7309 0.7315
S1 0.7286 0.7286 0.7316 0.7298
S2 0.7250 0.7250 0.7310
S3 0.7191 0.7227 0.7305
S4 0.7132 0.7168 0.7289
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7634 0.7569 0.7331
R3 0.7515 0.7450 0.7299
R2 0.7396 0.7396 0.7288
R1 0.7331 0.7331 0.7277 0.7304
PP 0.7277 0.7277 0.7277 0.7264
S1 0.7212 0.7212 0.7255 0.7185
S2 0.7158 0.7158 0.7244
S3 0.7039 0.7093 0.7233
S4 0.6920 0.6974 0.7201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7341 0.7223 0.0118 1.6% 0.0058 0.8% 83% False False 69,720
10 0.7342 0.7147 0.0195 2.7% 0.0066 0.9% 89% False False 91,793
20 0.7342 0.6992 0.0350 4.8% 0.0074 1.0% 94% False False 100,427
40 0.7342 0.6992 0.0350 4.8% 0.0068 0.9% 94% False False 93,409
60 0.7416 0.6992 0.0424 5.8% 0.0070 1.0% 78% False False 79,316
80 0.7416 0.6992 0.0424 5.8% 0.0069 0.9% 78% False False 59,548
100 0.7416 0.6835 0.0581 7.9% 0.0067 0.9% 84% False False 47,653
120 0.7416 0.6777 0.0639 8.7% 0.0072 1.0% 85% False False 39,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7584
2.618 0.7487
1.618 0.7428
1.000 0.7392
0.618 0.7369
HIGH 0.7333
0.618 0.7310
0.500 0.7304
0.382 0.7297
LOW 0.7274
0.618 0.7238
1.000 0.7215
1.618 0.7179
2.618 0.7120
4.250 0.7023
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 0.7315 0.7316
PP 0.7309 0.7310
S1 0.7304 0.7305

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These figures are updated between 7pm and 10pm EST after a trading day.

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